+66.1%
AMZN vs CPNG
-75.9%
+142.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.3% | +0.2% |
| 7D | -3.0% | -7.4% | +4.5% | -1.0% |
| 30D | -5.2% | -4.4% | -0.7% | -4.1% |
| 3M | +1.9% | -7.5% | +9.4% | +3.2% |
| 6M | +19.2% | -19.9% | +39.2% | +24.5% |
| YTD | +12.0% | -35.2% | +47.2% | +23.0% |
| 1Y | +9.7% | -46.8% | +56.5% | +26.6% |
| 3Y | +87.2% | -20.2% | +107.3% | +89.3% |
| 5Y | +48.7% | -48.4% | +97.1% | +43.5% |
| All | +66.1% | -75.9% | +142.0% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling